The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 3M CO | COM | 88579Y101 | 1,575 | 6,690 | SH | DFND | 6,690 | 0 | 0 | ||
| 51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 8,594 | 5,836,000 | PRN | DFND | 5,836,000 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 183 | 1,890 | SH | DFND | 1,890 | 0 | 0 | ||
| ACADIA PHARMACEUTICALS INC | COM | 004225108 | 114 | 3,794 | SH | DFND | 3,794 | 0 | 0 | ||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 3,483 | 55,000 | SH | DFND | 55,000 | 0 | 0 | ||
| ADOBE SYS INC | COM | 00724F101 | 8,883 | 50,691 | SH | DFND | 50,691 | 0 | 0 | ||
| ADVANCE AUTO PARTS INC | COM | 00751Y106 | 1 | 12 | SH | DFND | 12 | 0 | 0 | ||
| ADVANCED ACCELERATOR APPLIC | SPONSORED ADS | 00790T100 | 49,221 | 603,055 | SH | DFND | 603,055 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 15,732 | 1,530,407 | SH | DFND | 1,530,407 | 0 | 0 | ||
| AETNA INC NEW | COM | 00817Y108 | 3,600 | 19,959 | SH | DFND | 19,959 | 0 | 0 | ||
| AGCO CORP | COM | 001084102 | 2,226 | 31,165 | SH | DFND | 31,165 | 0 | 0 | ||
| AK STL HLDG CORP | COM | 001547108 | 3,877 | 684,953 | SH | DFND | 684,953 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 7,209 | 7,145,000 | PRN | DFND | 7,145,000 | 0 | 0 | ||
| AKORN INC | COM | 009728106 | 12,731 | 395,000 | SH | DFND | 395,000 | 0 | 0 | ||
| ALASKA AIR GROUP INC | COM | 011659109 | 7,846 | 106,741 | SH | DFND | 106,741 | 0 | 0 | ||
| ALBEMARLE CORP | COM | 012653101 | 3,584 | 28,022 | SH | DFND | 28,022 | 0 | 0 | ||
| ALCOA CORP | COM | 013872106 | 8,014 | 148,750 | SH | DFND | 148,750 | 0 | 0 | ||
| ALEXION PHARMACEUTICALS INC | COM | 015351109 | 1,148 | 9,602 | SH | DFND | 9,602 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 25,645 | 148,729 | SH | DFND | 148,729 | 0 | 0 | ||
| ALLERGAN PLC | SHS | G0177J108 | 79 | 486 | SH | DFND | 486 | 0 | 0 | ||
| ALLIANT ENERGY CORP | COM | 018802108 | 261 | 6,114 | SH | DFND | 6,114 | 0 | 0 | ||
| ALLISON TRANSMISSION HLDGS I | COM | 01973R101 | 2,376 | 55,168 | SH | DFND | 55,168 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 | 152 | 1,200 | SH | DFND | 1,200 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 12,701 | 12,057 | SH | DFND | 12,057 | 0 | 0 | ||
| ALPS ETF TR | ALERIAN MLP | 00162Q866 | 3,258 | 301,967 | SH | DFND | 301,967 | 0 | 0 | ||
| ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 8,078 | 288,483 | SH | DFND | 288,483 | 0 | 0 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 1,637 | 22,919 | SH | DFND | 22,919 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 26,316 | 22,502 | SH | DFND | 22,502 | 0 | 0 | ||
| AMEREN CORP | COM | 023608102 | 40 | 684 | SH | DFND | 684 | 0 | 0 | ||
| AMERICAN EAGLE OUTFITTERS NE | COM | 02553E106 | 3,470 | 184,562 | SH | DFND | 184,562 | 0 | 0 | ||
| AMERICAN ELEC PWR INC | COM | 025537101 | 685 | 9,313 | SH | DFND | 9,313 | 0 | 0 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 150 | 2,524 | SH | DFND | 2,524 | 0 | 0 | ||
| AMERICAN RAILCAR INDS INC | COM | 02916P103 | 1,476 | 35,456 | SH | DFND | 35,456 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 12,384 | 12,400,000 | PRN | DFND | 12,400,000 | 0 | 0 | ||
| AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 47 | 509 | SH | DFND | 509 | 0 | 0 | ||
| AMGEN INC | COM | 031162100 | 2,869 | 16,500 | SH | DFND | 16,500 | 0 | 0 | ||
| ANADARKO PETE CORP | COM | 032511107 | 9,950 | 185,502 | SH | DFND | 185,502 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 5,735 | 33,853 | SH | DFND | 33,853 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 9,816 | 192,014 | SH | DFND | 192,014 | 0 | 0 | ||
| APPLIED OPTOELECTRONICS INC | COM | 03823U102 | 208 | 5,500 | SH | DFND | 5,500 | 0 | 0 | ||
| APTIV PLC | SHS | G6095L109 | 2,078 | 24,496 | SH | DFND | 24,496 | 0 | 0 | ||
| ARCH CAP GROUP LTD | ORD | G0450A105 | 1,141 | 12,575 | SH | DFND | 12,575 | 0 | 0 | ||
| ARCHER DANIELS MIDLAND CO | COM | 039483102 | 151 | 3,775 | SH | DFND | 3,775 | 0 | 0 | ||
| ARROWHEAD PHARMACEUTICALS IN | COM | 04280A100 | 118 | 31,974 | SH | DFND | 31,974 | 0 | 0 | ||
| ASSOCIATED BANC CORP | COM | 045487105 | 5,754 | 226,504 | SH | DFND | 226,504 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 178 | 4,571 | SH | DFND | 4,571 | 0 | 0 | ||
| ATLANTIC COAST FINL CORP | COM | 048426100 | 228 | 24,148 | SH | DFND | 24,148 | 0 | 0 | ||
| AUTODESK INC | COM | 052769106 | 524 | 5,000 | SH | Call | DFND | 5,000 | 0 | 0 | |
| AUTOHOME INC | SP ADR RP CL A | 05278C107 | 1,744 | 26,968 | SH | DFND | 26,968 | 0 | 0 | ||
| AUTOLIV INC | COM | 052800109 | 1,059 | 8,336 | SH | DFND | 8,336 | 0 | 0 | ||
| AUTOZONE INC | COM | 053332102 | 11,161 | 15,690 | SH | DFND | 15,690 | 0 | 0 | ||
| AVALONBAY CMNTYS INC | COM | 053484101 | 622 | 3,487 | SH | DFND | 3,487 | 0 | 0 | ||
| AVEO PHARMACEUTICALS INC | COM | 053588109 | 70 | 25,200 | SH | DFND | 25,200 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 2,584 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
| AXALTA COATING SYS LTD | COM | G0750C108 | 10,007 | 309,235 | SH | DFND | 309,235 | 0 | 0 | ||
| BAIDU INC | SPON ADR REP A | 056752108 | 1,984 | 8,471 | SH | DFND | 8,471 | 0 | 0 | ||
| BAKER HUGHES A GE CO | CL A | 05722G100 | 2,531 | 79,985 | SH | DFND | 79,985 | 0 | 0 | ||
| BB&T CORP | COM | 054937107 | 113 | 2,269 | SH | DFND | 2,269 | 0 | 0 | ||
| BECTON DICKINSON & CO | COM | 075887109 | 21 | 97 | SH | DFND | 97 | 0 | 0 | ||
| BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 7,749 | 192,279 | SH | DFND | 192,279 | 0 | 0 | ||
| BIOGEN INC | COM | 09062X103 | 1,041 | 3,268 | SH | DFND | 3,268 | 0 | 0 | ||
| BIOVERATIV INC | COM | 09075E100 | 4 | 71 | SH | DFND | 71 | 0 | 0 | ||
| BLACKHAWK NETWORK HLDGS INC | NOTE 1.500% 1/1 | 09238EAB0 | 6,254 | 6,115,000 | PRN | DFND | 6,115,000 | 0 | 0 | ||
| BLUEBIRD BIO INC | COM | 09609G100 | 2,003 | 11,248 | SH | DFND | 11,248 | 0 | 0 | ||
| BOB EVANS FARMS INC | COM | 096761101 | 9,000 | 114,188 | SH | DFND | 114,188 | 0 | 0 | ||
| BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 114 | 3,000 | SH | DFND | 3,000 | 0 | 0 | ||
| BROADCOM LTD | SHS | Y09827109 | 19,122 | 74,431 | SH | DFND | 74,431 | 0 | 0 | ||
| BROOKS AUTOMATION INC | COM | 114340102 | 78 | 3,251 | SH | DFND | 3,251 | 0 | 0 | ||
| BURLINGTON STORES INC | COM | 122017106 | 16,131 | 131,108 | SH | DFND | 131,108 | 0 | 0 | ||
| BWX TECHNOLOGIES INC | COM | 05605H100 | 728 | 12,030 | SH | DFND | 12,030 | 0 | 0 | ||
| C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 7,043 | 79,055 | SH | DFND | 79,055 | 0 | 0 | ||
| C&J ENERGY SVCS INC NEW | COM | 12674R100 | 2,765 | 82,599 | SH | DFND | 82,599 | 0 | 0 | ||
| CALPINE CORP | COM NEW | 131347304 | 6,946 | 459,115 | SH | DFND | 459,115 | 0 | 0 | ||
| CAMPBELL SOUP CO | COM | 134429109 | 504 | 10,471 | SH | DFND | 10,471 | 0 | 0 | ||
| CANADIAN PAC RY LTD | COM | 13645T100 | 4,042 | 22,115 | SH | DFND | 22,115 | 0 | 0 | ||
| CAPITAL ONE FINL CORP | COM | 14040H105 | 17,534 | 176,081 | SH | DFND | 176,081 | 0 | 0 | ||
| CARDINAL HEALTH INC | COM | 14149Y108 | 54 | 880 | SH | DFND | 880 | 0 | 0 | ||
| CARMAX INC | COM | 143130102 | 2,340 | 36,491 | SH | DFND | 36,491 | 0 | 0 | ||
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 73,759 | 1,111,328 | SH | DFND | 1,111,328 | 0 | 0 | ||
| CATERPILLAR INC DEL | COM | 149123101 | 430 | 2,730 | SH | DFND | 2,730 | 0 | 0 | ||
| CELADON GROUP INC | COM | 150838100 | 1,489 | 232,664 | SH | DFND | 232,664 | 0 | 0 | ||
| CELGENE CORP | COM | 151020104 | 970 | 9,290 | SH | DFND | 9,290 | 0 | 0 | ||
| CELSIUS HOLDINGS INC | COM NEW | 15118V207 | 67 | 12,814 | SH | DFND | 12,814 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 1,042 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 7,011 | 6,840,000 | PRN | DFND | 6,840,000 | 0 | 0 | ||
| CENTRUS ENERGY CORP | CL A | 15643U104 | 197 | 49,203 | SH | DFND | 49,203 | 0 | 0 | ||
| CF INDS HLDGS INC | COM | 125269100 | 336 | 7,900 | SH | Call | DFND | 7,900 | 0 | 0 | |
| CHANGYOU COM LTD | ADS REP CL A | 15911M107 | 24,964 | 685,266 | SH | DFND | 685,266 | 0 | 0 | ||
| CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 4,807 | 46,386 | SH | DFND | 46,386 | 0 | 0 | ||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 9,557 | 177,515 | SH | DFND | 177,515 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,819 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
| CHINA CORD BLOOD CORP | SHS | G21107100 | 6,349 | 638,136 | SH | DFND | 638,136 | 0 | 0 | ||
| CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 23 | 81 | SH | DFND | 81 | 0 | 0 | ||
| CHROMADEX CORP | COM NEW | 171077407 | 97 | 16,473 | SH | DFND | 16,473 | 0 | 0 | ||
| CHUBB LIMITED | COM | H1467J104 | 1,094 | 7,484 | SH | DFND | 7,484 | 0 | 0 | ||
| CHURCH & DWIGHT INC | COM | 171340102 | 1,043 | 20,788 | SH | DFND | 20,788 | 0 | 0 | ||
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 3,269 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
| CINCINNATI FINL CORP | COM | 172062101 | 32 | 429 | SH | DFND | 429 | 0 | 0 | ||
| CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 186 | 1,856,253 | SH | DFND | 1,856,253 | 0 | 0 | ||
| CITRIX SYS INC | COM | 177376100 | 3,606 | 40,978 | SH | DFND | 40,978 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 21,132 | 16,300,000 | PRN | DFND | 16,300,000 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | COM | 185899101 | 1,730 | 239,927 | SH | DFND | 239,927 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 5,920 | 5,400,000 | PRN | DFND | 5,400,000 | 0 | 0 | ||
| CLOROX CO DEL | COM | 189054109 | 1,500 | 10,087 | SH | DFND | 10,087 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | COM | 189464100 | 128 | 1,886 | SH | DFND | 1,886 | 0 | 0 | ||
| CME GROUP INC | COM CL A | 12572Q105 | 949 | 6,500 | SH | DFND | 6,500 | 0 | 0 | ||
| CMS ENERGY CORP | COM | 125896100 | 392 | 8,281 | SH | DFND | 8,281 | 0 | 0 | ||
| CNH INDL N V | SHS | N20944109 | 929 | 69,324 | SH | DFND | 69,324 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 1,964 | 42,803 | SH | DFND | 42,803 | 0 | 0 | ||
| COLGATE PALMOLIVE CO | COM | 194162103 | 5,658 | 74,990 | SH | DFND | 74,990 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 19,611 | 489,672 | SH | DFND | 489,672 | 0 | 0 | ||
| COMMERCIAL METALS CO | COM | 201723103 | 1,331 | 62,435 | SH | DFND | 62,435 | 0 | 0 | ||
| CONAGRA BRANDS INC | COM | 205887102 | 684 | 18,159 | SH | DFND | 18,159 | 0 | 0 | ||
| CONCORDIA INTERNATIONAL CORP | COM | 20653P102 | 80 | 122,016 | SH | DFND | 122,016 | 0 | 0 | ||
| CONSOLIDATED EDISON INC | COM | 209115104 | 577 | 6,797 | SH | DFND | 6,797 | 0 | 0 | ||
| CONSTELLIUM NV | CL A | N22035104 | 2,920 | 261,940 | SH | DFND | 261,940 | 0 | 0 | ||
| COOPER TIRE & RUBR CO | COM | 216831107 | 582 | 16,475 | SH | DFND | 16,475 | 0 | 0 | ||
| CORNING INC | COM | 219350105 | 109 | 3,400 | SH | DFND | 3,400 | 0 | 0 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 140 | 752 | SH | DFND | 752 | 0 | 0 | ||
| CRITEO S A | SPONS ADS | 226718104 | 12,129 | 465,980 | SH | DFND | 465,980 | 0 | 0 | ||
| CSRA INC | COM | 12650T104 | 154 | 5,160 | SH | DFND | 5,160 | 0 | 0 | ||
| CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 4,055 | 91,959 | SH | DFND | 91,959 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 14,240 | 13,490,000 | PRN | DFND | 13,490,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 10,250 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 315 | 4,342 | SH | DFND | 4,342 | 0 | 0 | ||
| CYTOSORBENTS CORP | COM NEW | 23283X206 | 156 | 24,047 | SH | DFND | 24,047 | 0 | 0 | ||
| DANAHER CORP DEL | COM | 235851102 | 159 | 1,714 | SH | DFND | 1,714 | 0 | 0 | ||
| DARDEN RESTAURANTS INC | COM | 237194105 | 34 | 358 | SH | DFND | 358 | 0 | 0 | ||
| DASEKE INC | COM | 23753F107 | 3,347 | 234,194 | SH | DFND | 234,194 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 42,815 | 526,759 | SH | DFND | 526,759 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,153 | 20,596 | SH | DFND | 20,596 | 0 | 0 | ||
| DENTSPLY SIRONA INC | COM | 24906P109 | 114 | 1,737 | SH | DFND | 1,737 | 0 | 0 | ||
| DISCOVER FINL SVCS | COM | 254709108 | 65 | 846 | SH | DFND | 846 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 38,276 | 35,075,000 | PRN | DFND | 35,075,000 | 0 | 0 | ||
| DISNEY WALT CO | COM DISNEY | 254687106 | 1,542 | 14,347 | SH | DFND | 14,347 | 0 | 0 | ||
| DOLLAR TREE INC | COM | 256746108 | 20,892 | 194,689 | SH | DFND | 194,689 | 0 | 0 | ||
| DOMINION ENERGY INC | COM | 25746U109 | 652 | 8,038 | SH | DFND | 8,038 | 0 | 0 | ||
| DORIAN LPG LTD | SHS USD | Y2106R110 | 634 | 77,159 | SH | DFND | 77,159 | 0 | 0 | ||
| DOVER CORP | COM | 260003108 | 1,008 | 9,977 | SH | DFND | 9,977 | 0 | 0 | ||
| DOWDUPONT INC | COM | 26078J100 | 2,959 | 41,551 | SH | DFND | 41,551 | 0 | 0 | ||
| DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 1,165 | 11,999 | SH | DFND | 11,999 | 0 | 0 | ||
| DTE ENERGY CO | COM | 233331107 | 57 | 521 | SH | DFND | 521 | 0 | 0 | ||
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 879 | 10,447 | SH | DFND | 10,447 | 0 | 0 | ||
| DYCOM INDS INC | COM | 267475101 | 556 | 4,989 | SH | DFND | 4,989 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | COM | 27875T101 | 876 | 31,300 | SH | DFND | 31,300 | 0 | 0 | ||
| EDGEWELL PERS CARE CO | COM | 28035Q102 | 2,199 | 37,032 | SH | DFND | 37,032 | 0 | 0 | ||
| EDISON INTL | COM | 281020107 | 556 | 8,790 | SH | DFND | 8,790 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,109 | 1,135,000 | PRN | DFND | 1,135,000 | 0 | 0 | ||
| ENSCO PLC | SHS CLASS A | G3157S106 | 2,247 | 380,167 | SH | DFND | 380,167 | 0 | 0 | ||
| ENTERGY CORP NEW | COM | 29364G103 | 527 | 6,474 | SH | DFND | 6,474 | 0 | 0 | ||
| EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 360 | 5,640 | SH | DFND | 5,640 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 16,674 | 13,525,000 | PRN | DFND | 13,525,000 | 0 | 0 | ||
| EVEREST RE GROUP LTD | COM | G3223R108 | 8,037 | 36,324 | SH | DFND | 36,324 | 0 | 0 | ||
| EVERSOURCE ENERGY | COM | 30040W108 | 972 | 15,381 | SH | DFND | 15,381 | 0 | 0 | ||
| EXELON CORP | COM | 30161N101 | 106 | 2,687 | SH | DFND | 2,687 | 0 | 0 | ||
| EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 20 | 267 | SH | DFND | 267 | 0 | 0 | ||
| EXTRA SPACE STORAGE INC | COM | 30225T102 | 958 | 10,958 | SH | DFND | 10,958 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 3,011 | 36,000 | SH | DFND | 36,000 | 0 | 0 | ||
| EZCORP INC | NOTE 2.625% 6/1 | 302301AB2 | 4,192 | 4,075,000 | PRN | DFND | 4,075,000 | 0 | 0 | ||
| F5 NETWORKS INC | COM | 315616102 | 38 | 290 | SH | DFND | 290 | 0 | 0 | ||
| FACEBOOK INC | CL A | 30303M102 | 12,809 | 72,587 | SH | DFND | 72,587 | 0 | 0 | ||
| FAIRMOUNT SANTROL HLDGS INC | COM | 30555Q108 | 2,005 | 383,440 | SH | DFND | 383,440 | 0 | 0 | ||
| FARMLAND PARTNERS INC | COM | 31154R109 | 3,617 | 416,660 | SH | DFND | 416,660 | 0 | 0 | ||
| FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 474 | 3,568 | SH | DFND | 3,568 | 0 | 0 | ||
| FIFTH THIRD BANCORP | COM | 316773100 | 1,673 | 55,140 | SH | DFND | 55,140 | 0 | 0 | ||
| FIREEYE INC | COM | 31816Q101 | 99 | 7,000 | SH | DFND | 7,000 | 0 | 0 | ||
| FIRSTENERGY CORP | COM | 337932107 | 596 | 19,480 | SH | DFND | 19,480 | 0 | 0 | ||
| FLUOR CORP NEW | COM | 343412102 | 79 | 1,529 | SH | DFND | 1,529 | 0 | 0 | ||
| FOMENTO ECONOMICO MEXICANO S | SPON ADR UNITS | 344419106 | 3,099 | 33,000 | SH | DFND | 33,000 | 0 | 0 | ||
| FOOT LOCKER INC | COM | 344849104 | 15,100 | 322,091 | SH | DFND | 322,091 | 0 | 0 | ||
| FORTINET INC | COM | 34959E109 | 131 | 3,000 | SH | DFND | 3,000 | 0 | 0 | ||
| FORWARD AIR CORP | COM | 349853101 | 585 | 10,193 | SH | DFND | 10,193 | 0 | 0 | ||
| FRANKLIN RES INC | COM | 354613101 | 2,730 | 63,000 | SH | DFND | 63,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 1,348 | 71,072 | SH | DFND | 71,072 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 40,504 | 2,136,300 | SH | Call | DFND | 2,136,300 | 0 | 0 | |
| GALAPAGOS NV | SPON ADR | 36315X101 | 279 | 2,979 | SH | DFND | 2,979 | 0 | 0 | ||
| GAP INC DEL | COM | 364760108 | 5,527 | 162,258 | SH | DFND | 162,258 | 0 | 0 | ||
| GARDNER DENVER HLDGS INC | COM | 36555P107 | 2,073 | 61,084 | SH | DFND | 61,084 | 0 | 0 | ||
| GARMIN LTD | SHS | H2906T109 | 18 | 300 | SH | DFND | 300 | 0 | 0 | ||
| GATX CORP | COM | 361448103 | 14,579 | 234,550 | SH | DFND | 234,550 | 0 | 0 | ||
| GENERAL ELECTRIC CO | COM | 369604103 | 46 | 2,649 | SH | DFND | 2,649 | 0 | 0 | ||
| GENERAL MLS INC | COM | 370334104 | 1,198 | 20,209 | SH | DFND | 20,209 | 0 | 0 | ||
| GENERAL MTRS CO | COM | 37045V100 | 998 | 24,343 | SH | DFND | 24,343 | 0 | 0 | ||
| GENESEE & WYO INC | CL A | 371559105 | 8,092 | 102,785 | SH | DFND | 102,785 | 0 | 0 | ||
| GENUINE PARTS CO | COM | 372460105 | 40 | 416 | SH | DFND | 416 | 0 | 0 | ||
| GERDAU S A | SPON ADR REP PFD | 373737105 | 1,911 | 513,828 | SH | DFND | 513,828 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 834 | 11,646 | SH | DFND | 11,646 | 0 | 0 | ||
| GNC HLDGS INC | NOTE 1.500% 8/1 | 36191GAB3 | 558 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
| GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 895 | 30,018 | SH | DFND | 30,018 | 0 | 0 | ||
| GOLDCORP INC NEW | COM | 380956409 | 3,071 | 240,495 | SH | DFND | 240,495 | 0 | 0 | ||
| GOLDEN STAR RES LTD CDA | NOTE 7.000% 8/1 | 38119TAG9 | 13,512 | 11,500,000 | PRN | DFND | 11,500,000 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 16,250 | 63,784 | SH | DFND | 63,784 | 0 | 0 | ||
| GRAINGER W W INC | COM | 384802104 | 5,708 | 24,159 | SH | DFND | 24,159 | 0 | 0 | ||
| GREENBRIER COS INC | COM | 393657101 | 6,845 | 128,433 | SH | DFND | 128,433 | 0 | 0 | ||
| GRUPO FINANCIERO SANTANDER M | SPON ADR SHS B | 40053C105 | 1,685 | 230,558 | SH | DFND | 230,558 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 1,021 | 20,900 | SH | DFND | 20,900 | 0 | 0 | ||
| HARLEY DAVIDSON INC | COM | 412822108 | 379 | 7,455 | SH | DFND | 7,455 | 0 | 0 | ||
| HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 711 | 12,633 | SH | DFND | 12,633 | 0 | 0 | ||
| HAWAIIAN HOLDINGS INC | COM | 419879101 | 2,255 | 56,598 | SH | DFND | 56,598 | 0 | 0 | ||
| HCA HEALTHCARE INC | COM | 40412C101 | 73 | 834 | SH | DFND | 834 | 0 | 0 | ||
| HCP INC | COM | 40414L109 | 449 | 17,221 | SH | DFND | 17,221 | 0 | 0 | ||
| HDFC BANK LTD | ADR REPS 3 SHS | 40415F101 | 3,152 | 31,000 | SH | DFND | 31,000 | 0 | 0 | ||
| HEARTLAND EXPRESS INC | COM | 422347104 | 10,982 | 470,509 | SH | DFND | 470,509 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | COM | 42330P107 | 1,645 | 218,119 | SH | DFND | 218,119 | 0 | 0 | ||
| HELMERICH & PAYNE INC | COM | 423452101 | 153 | 2,360 | SH | DFND | 2,360 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 7,520 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
| HERSHEY CO | COM | 427866108 | 497 | 4,378 | SH | DFND | 4,378 | 0 | 0 | ||
| HOLLYSYS AUTOMATION TECHNOLO | SHS | G45667105 | 4,961 | 222,755 | SH | DFND | 222,755 | 0 | 0 | ||
| HOLOGIC INC | COM | 436440101 | 91 | 2,131 | SH | DFND | 2,131 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 5,477 | 3,935,000 | PRN | DFND | 3,935,000 | 0 | 0 | ||
| HONEYWELL INTL INC | COM | 438516106 | 9,043 | 58,968 | SH | DFND | 58,968 | 0 | 0 | ||
| HORMEL FOODS CORP | COM | 440452100 | 69 | 1,899 | SH | DFND | 1,899 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 685 | 294,000 | SH | DFND | 294,000 | 0 | 0 | ||
| HUDBAY MINERALS INC | *W EXP 07/20/201 | 443628136 | 72 | 231,138 | SH | DFND | 231,138 | 0 | 0 | ||
| HUNT J B TRANS SVCS INC | COM | 445658107 | 3,786 | 32,925 | SH | DFND | 32,925 | 0 | 0 | ||
| HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,708 | 117,302 | SH | DFND | 117,302 | 0 | 0 | ||
| HUNTINGTON INGALLS INDS INC | COM | 446413106 | 141 | 600 | SH | DFND | 600 | 0 | 0 | ||
| HUNTSMAN CORP | COM | 447011107 | 280 | 8,425 | SH | DFND | 8,425 | 0 | 0 | ||
| IBERIABANK CORP | COM | 450828108 | 11,994 | 154,761 | SH | DFND | 154,761 | 0 | 0 | ||
| ICICI BK LTD | ADR | 45104G104 | 5,416 | 556,671 | SH | DFND | 556,671 | 0 | 0 | ||
| IKANG HEALTHCARE GROUP INC | SPONSORED ADR | 45174L108 | 29,821 | 1,887,410 | SH | DFND | 1,887,410 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 2,491 | 11,400 | SH | DFND | 11,400 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 3,404 | 3,130,000 | PRN | DFND | 3,130,000 | 0 | 0 | ||
| INDEPENDENCE CONTRACT DRIL I | COM | 453415309 | 1,467 | 368,509 | SH | DFND | 368,509 | 0 | 0 | ||
| INGERSOLL-RAND PLC | SHS | G47791101 | 1,988 | 22,286 | SH | DFND | 22,286 | 0 | 0 | ||
| INGERSOLL-RAND PLC | SHS | G47791101 | 1,784 | 20,000 | SH | Call | DFND | 20,000 | 0 | 0 | |
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 6,960 | 8,700,000 | PRN | DFND | 8,700,000 | 0 | 0 | ||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 1,112 | 7,249 | SH | DFND | 7,249 | 0 | 0 | ||
| INVESCO LTD | SHS | G491BT108 | 5,364 | 146,782 | SH | DFND | 146,782 | 0 | 0 | ||
| ISHARES TR | MSCI EAFE ETF | 464287465 | 8,210 | 116,766 | SH | DFND | 116,766 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 9,853 | 9,300,000 | PRN | DFND | 9,300,000 | 0 | 0 | ||
| IXYS CORP | COM | 46600W106 | 1,377 | 57,506 | SH | DFND | 57,506 | 0 | 0 | ||
| JAMES RIV GROUP LTD | COM | G5005R107 | 1,270 | 31,730 | SH | DFND | 31,730 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 7,272 | 7,225,000 | PRN | DFND | 7,225,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 7,207 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 5,100 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 196 | 1,402 | SH | DFND | 1,402 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 534 | 4,989 | SH | DFND | 4,989 | 0 | 0 | ||
| JUMEI INTL HLDG LTD | SPONSORED ADR | 48138L107 | 1,058 | 362,388 | SH | DFND | 362,388 | 0 | 0 | ||
| KANSAS CITY SOUTHERN | COM NEW | 485170302 | 15,058 | 143,113 | SH | DFND | 143,113 | 0 | 0 | ||
| KELLOGG CO | COM | 487836108 | 1,486 | 21,854 | SH | DFND | 21,854 | 0 | 0 | ||
| KENNEDY-WILSON HLDGS INC | COM | 489398107 | 1,804 | 103,999 | SH | DFND | 103,999 | 0 | 0 | ||
| KEY ENERGY SVCS INC DEL | COM | 49309J103 | 528 | 44,779 | SH | DFND | 44,779 | 0 | 0 | ||
| KEYCORP NEW | COM | 493267108 | 1,727 | 85,599 | SH | DFND | 85,599 | 0 | 0 | ||
| KIMBERLY CLARK CORP | COM | 494368103 | 2,623 | 21,739 | SH | DFND | 21,739 | 0 | 0 | ||
| KIMCO RLTY CORP | COM | 49446R109 | 22 | 1,228 | SH | DFND | 1,228 | 0 | 0 | ||
| KIRBY CORP | COM | 497266106 | 4,127 | 61,779 | SH | DFND | 61,779 | 0 | 0 | ||
| KNIGHT SWIFT TRANSN HLDGS IN | CL A | 499049104 | 8,888 | 203,298 | SH | DFND | 203,298 | 0 | 0 | ||
| KRAFT HEINZ CO | COM | 500754106 | 1,181 | 15,186 | SH | DFND | 15,186 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 924 | 33,678 | SH | DFND | 33,678 | 0 | 0 | ||
| L BRANDS INC | COM | 501797104 | 1,725 | 28,652 | SH | DFND | 28,652 | 0 | 0 | ||
| L3 TECHNOLOGIES INC | COM | 502413107 | 99 | 500 | SH | DFND | 500 | 0 | 0 | ||
| LAMB WESTON HLDGS INC | COM | 513272104 | 563 | 9,978 | SH | DFND | 9,978 | 0 | 0 | ||
| LAUDER ESTEE COS INC | CL A | 518439104 | 2,730 | 21,459 | SH | DFND | 21,459 | 0 | 0 | ||
| LEAR CORP | COM NEW | 521865204 | 247 | 1,400 | SH | DFND | 1,400 | 0 | 0 | ||
| LEE ENTERPRISES INC | COM | 523768109 | 50 | 21,303 | SH | DFND | 21,303 | 0 | 0 | ||
| LEGACY ACQUISITION CORP | UNIT 05/31/2024 | 524643202 | 95 | 9,547 | SH | DFND | 9,547 | 0 | 0 | ||
| LEGGETT & PLATT INC | COM | 524660107 | 47 | 995 | SH | DFND | 995 | 0 | 0 | ||
| LEIDOS HLDGS INC | COM | 525327102 | 966 | 14,967 | SH | DFND | 14,967 | 0 | 0 | ||
| LENNAR CORP | CL A | 526057104 | 1,262 | 19,954 | SH | DFND | 19,954 | 0 | 0 | ||
| LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 3,230 | 90,126 | SH | DFND | 90,126 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 11,450 | 20,000,000 | PRN | DFND | 20,000,000 | 0 | 0 | ||
| LIFETIME BRANDS INC | COM | 53222Q103 | 521 | 31,573 | SH | DFND | 31,573 | 0 | 0 | ||
| LILLY ELI & CO | COM | 532457108 | 74 | 880 | SH | DFND | 880 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 9,712 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
| LOWES COS INC | COM | 548661107 | 5,918 | 63,684 | SH | DFND | 63,684 | 0 | 0 | ||
| LULULEMON ATHLETICA INC | COM | 550021109 | 20,267 | 257,885 | SH | DFND | 257,885 | 0 | 0 | ||
| LUMENTUM HLDGS INC | COM | 55024U109 | 83 | 1,700 | SH | DFND | 1,700 | 0 | 0 | ||
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 4,311 | 39,079 | SH | DFND | 39,079 | 0 | 0 | ||
| M & T BK CORP | COM | 55261F104 | 73 | 429 | SH | DFND | 429 | 0 | 0 | ||
| MACERICH CO | COM | 554382101 | 429 | 6,532 | SH | DFND | 6,532 | 0 | 0 | ||
| MADDEN STEVEN LTD | COM | 556269108 | 5,384 | 115,284 | SH | DFND | 115,284 | 0 | 0 | ||
| MAGICJACK VOCALTEC LTD | SHS | M6787E101 | 2,036 | 240,964 | SH | DFND | 240,964 | 0 | 0 | ||
| MANTECH INTL CORP | CL A | 564563104 | 50 | 1,000 | SH | DFND | 1,000 | 0 | 0 | ||
| MARCHEX INC | CL B | 56624R108 | 75 | 23,072 | SH | DFND | 23,072 | 0 | 0 | ||
| MARSH & MCLENNAN COS INC | COM | 571748102 | 19,446 | 238,929 | SH | DFND | 238,929 | 0 | 0 | ||
| MASCO CORP | COM | 574599106 | 3,371 | 76,719 | SH | DFND | 76,719 | 0 | 0 | ||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 13,704 | 90,535 | SH | DFND | 90,535 | 0 | 0 | ||
| MATTEL INC | COM | 577081102 | 389 | 25,270 | SH | DFND | 25,270 | 0 | 0 | ||
| MCDONALDS CORP | COM | 580135101 | 7,871 | 45,728 | SH | DFND | 45,728 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 6,951 | 5,986,000 | PRN | DFND | 5,986,000 | 0 | 0 | ||
| MEDTRONIC PLC | SHS | G5960L103 | 308 | 3,810 | SH | DFND | 3,810 | 0 | 0 | ||
| MERCK & CO INC | COM | 58933Y105 | 105 | 1,863 | SH | DFND | 1,863 | 0 | 0 | ||
| MICHAEL KORS HLDGS LTD | SHS | G60754101 | 6,581 | 104,556 | SH | DFND | 104,556 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 5,973 | 3,506,000 | PRN | DFND | 3,506,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 10,106 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 11,750 | 137,363 | SH | DFND | 137,363 | 0 | 0 | ||
| MID AMER APT CMNTYS INC | COM | 59522J103 | 33 | 324 | SH | DFND | 324 | 0 | 0 | ||
| MIDSTATES PETE CO INC | COM PAR | 59804T407 | 1,821 | 109,808 | SH | DFND | 109,808 | 0 | 0 | ||
| MOHAWK INDS INC | COM | 608190104 | 3,442 | 12,474 | SH | DFND | 12,474 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 3,822 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
| MOLSON COORS BREWING CO | CL B | 60871R209 | 583 | 7,100 | SH | DFND | 7,100 | 0 | 0 | ||
| MOMO INC | ADR | 60879B107 | 1,373 | 56,067 | SH | DFND | 56,067 | 0 | 0 | ||
| MONDELEZ INTL INC | CL A | 609207105 | 753 | 17,591 | SH | DFND | 17,591 | 0 | 0 | ||
| MONSANTO CO NEW | COM | 61166W101 | 32,491 | 278,220 | SH | DFND | 278,220 | 0 | 0 | ||
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 67 | 741 | SH | DFND | 741 | 0 | 0 | ||
| MSC INDL DIRECT INC | CL A | 553530106 | 10,643 | 110,100 | SH | DFND | 110,100 | 0 | 0 | ||
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 1,773 | 259,655 | SH | DFND | 259,655 | 0 | 0 | ||
| NASDAQ INC | COM | 631103108 | 26 | 335 | SH | DFND | 335 | 0 | 0 | ||
| NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 3,541 | 1,500,200 | SH | DFND | 1,500,200 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | COM | 63934E108 | 2,441 | 56,937 | SH | DFND | 56,937 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934EAQ1 | 5,181 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| NEVSUN RES LTD | COM | 64156L101 | 1,856 | 759,804 | SH | DFND | 759,804 | 0 | 0 | ||
| NEWELL BRANDS INC | COM | 651229106 | 205 | 6,624 | SH | DFND | 6,624 | 0 | 0 | ||
| NEWMARK GROUP INC | CL A | 65158N102 | 233 | 14,679 | SH | DFND | 14,679 | 0 | 0 | ||
| NEXA RES S A | COM | L67359106 | 3,354 | 171,010 | SH | DFND | 171,010 | 0 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | 206 | 1,320 | SH | DFND | 1,320 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | 2,719 | 42,960 | SH | DFND | 42,960 | 0 | 0 | ||
| NISOURCE INC | COM | 65473P105 | 23 | 915 | SH | DFND | 915 | 0 | 0 | ||
| NORFOLK SOUTHERN CORP | COM | 655844108 | 1,173 | 8,098 | SH | DFND | 8,098 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 7,164 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 7,506 | 6,400,000 | PRN | DFND | 6,400,000 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 340 | 1,756 | SH | DFND | 1,756 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 47,742 | 407,738 | SH | DFND | 407,738 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 18,020 | 14,490,000 | PRN | DFND | 14,490,000 | 0 | 0 | ||
| OCEAN RIG UDW INC | COM CL A | G66964118 | 9,854 | 367,672 | SH | DFND | 367,672 | 0 | 0 | ||
| OCLARO INC | COM NEW | 67555N206 | 236 | 35,000 | SH | DFND | 35,000 | 0 | 0 | ||
| OCWEN FINL CORP | COM NEW | 675746309 | 3,949 | 1,261,760 | SH | DFND | 1,261,760 | 0 | 0 | ||
| OLD DOMINION FGHT LINES INC | COM | 679580100 | 5,267 | 40,040 | SH | DFND | 40,040 | 0 | 0 | ||
| OLIN CORP | COM PAR $1 | 680665205 | 4,734 | 133,051 | SH | DFND | 133,051 | 0 | 0 | ||
| OMNICOM GROUP INC | COM | 681919106 | 312 | 4,288 | SH | DFND | 4,288 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,377 | 1,076,000 | PRN | DFND | 1,076,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 12,887 | 14,500,000 | PRN | DFND | 14,500,000 | 0 | 0 | ||
| PARATEK PHARMACEUTICALS INC | COM | 699374302 | 3,387 | 189,219 | SH | DFND | 189,219 | 0 | 0 | ||
| PARKER HANNIFIN CORP | COM | 701094104 | 996 | 4,989 | SH | DFND | 4,989 | 0 | 0 | ||
| PATTERSON COMPANIES INC | COM | 703395103 | 184 | 5,097 | SH | DFND | 5,097 | 0 | 0 | ||
| PATTERSON UTI ENERGY INC | COM | 703481101 | 26,276 | 1,141,898 | SH | DFND | 1,141,898 | 0 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 8,068 | 109,593 | SH | DFND | 109,593 | 0 | 0 | ||
| PC-TEL INC | COM | 69325Q105 | 103 | 13,927 | SH | DFND | 13,927 | 0 | 0 | ||
| PEABODY ENERGY CORP NEW | COM | 704551100 | 5,883 | 149,426 | SH | DFND | 149,426 | 0 | 0 | ||
| PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 194 | 10,401 | SH | DFND | 10,401 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 2,630 | 21,935 | SH | DFND | 21,935 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 611 | 16,874 | SH | DFND | 16,874 | 0 | 0 | ||
| PG&E CORP | COM | 69331C108 | 64 | 1,436 | SH | DFND | 1,436 | 0 | 0 | ||
| PHILIP MORRIS INTL INC | COM | 718172109 | 12,380 | 117,179 | SH | DFND | 117,179 | 0 | 0 | ||
| PINNACLE WEST CAP CORP | COM | 723484101 | 403 | 4,727 | SH | DFND | 4,727 | 0 | 0 | ||
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 4,613 | 223,508 | SH | DFND | 223,508 | 0 | 0 | ||
| PPL CORP | COM | 69351T106 | 843 | 27,229 | SH | DFND | 27,229 | 0 | 0 | ||
| PRAXAIR INC | COM | 74005P104 | 3,125 | 20,206 | SH | DFND | 20,206 | 0 | 0 | ||
| PRGX GLOBAL INC | COM NEW | 69357C503 | 169 | 23,777 | SH | DFND | 23,777 | 0 | 0 | ||
| PRICELINE GRP INC | COM NEW | 741503403 | 3,215 | 1,850 | SH | DFND | 1,850 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 7,880 | 5,700,000 | PRN | DFND | 5,700,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 294 | 250,000 | PRN | DFND | 250,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 5,298 | 2,887,000 | PRN | DFND | 2,887,000 | 0 | 0 | ||
| PROCTER AND GAMBLE CO | COM | 742718109 | 913 | 9,934 | SH | DFND | 9,934 | 0 | 0 | ||
| PROGRESSIVE CORP OHIO | COM | 743315103 | 620 | 11,010 | SH | DFND | 11,010 | 0 | 0 | ||
| PROPETRO HLDG CORP | COM | 74347M108 | 2,126 | 105,438 | SH | DFND | 105,438 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | COM | 74348T102 | 152 | 22,600 | SH | DFND | 22,600 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 2,764 | 2,750,000 | PRN | DFND | 2,750,000 | 0 | 0 | ||
| PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 73 | 1,412 | SH | DFND | 1,412 | 0 | 0 | ||
| QIAGEN NV | NOTE 0.375% 3/1 | N72482AA5 | 5,389 | 4,600,000 | PRN | DFND | 4,600,000 | 0 | 0 | ||
| QUALCOMM INC | COM | 747525103 | 25,094 | 391,965 | SH | DFND | 391,965 | 0 | 0 | ||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 162 | 1,645 | SH | DFND | 1,645 | 0 | 0 | ||
| RALPH LAUREN CORP | CL A | 751212101 | 439 | 4,238 | SH | DFND | 4,238 | 0 | 0 | ||
| RAMACO RES INC | COM | 75134P303 | 430 | 62,479 | SH | DFND | 62,479 | 0 | 0 | ||
| RAYTHEON CO | COM NEW | 755111507 | 94 | 500 | SH | DFND | 500 | 0 | 0 | ||
| REALTY INCOME CORP | COM | 756109104 | 150 | 2,629 | SH | DFND | 2,629 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 8,250 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| REGAL ENTMT GROUP | CL A | 758766109 | 7,578 | 329,315 | SH | DFND | 329,315 | 0 | 0 | ||
| RIO TINTO PLC | SPONSORED ADR | 767204100 | 2,752 | 51,988 | SH | DFND | 51,988 | 0 | 0 | ||
| RITE AID CORP | COM | 767754104 | 255 | 129,361 | SH | DFND | 129,361 | 0 | 0 | ||
| ROCKWELL AUTOMATION INC | COM | 773903109 | 4,513 | 22,984 | SH | DFND | 22,984 | 0 | 0 | ||
| ROSS STORES INC | COM | 778296103 | 362 | 4,506 | SH | DFND | 4,506 | 0 | 0 | ||
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 8,224 | 525,149 | SH | DFND | 525,149 | 0 | 0 | ||
| ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 2,236 | 18,744 | SH | DFND | 18,744 | 0 | 0 | ||
| RUSH ENTERPRISES INC | CL A | 781846209 | 608 | 11,967 | SH | DFND | 11,967 | 0 | 0 | ||
| RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 3,434 | 32,958 | SH | DFND | 32,958 | 0 | 0 | ||
| SAEXPLORATION HLDGS INC | COM NEW | 78636X204 | 252 | 114,748 | SH | DFND | 114,748 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 9,210 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| SANDSTORM GOLD LTD | COM NEW | 80013R206 | 3,047 | 607,900 | SH | DFND | 607,900 | 0 | 0 | ||
| SCANA CORP NEW | COM | 80589M102 | 449 | 11,292 | SH | DFND | 11,292 | 0 | 0 | ||
| SCHEIN HENRY INC | COM | 806407102 | 3 | 37 | SH | DFND | 37 | 0 | 0 | ||
| SCHLUMBERGER LTD | COM | 806857108 | 3,411 | 50,615 | SH | DFND | 50,615 | 0 | 0 | ||
| SCHWAB CHARLES CORP NEW | COM | 808513105 | 3,339 | 65,000 | SH | DFND | 65,000 | 0 | 0 | ||
| SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 130 | 1,700 | SH | DFND | 1,700 | 0 | 0 | ||
| SEALED AIR CORP NEW | COM | 81211K100 | 27 | 544 | SH | DFND | 544 | 0 | 0 | ||
| SEMPRA ENERGY | COM | 816851109 | 76 | 707 | SH | DFND | 707 | 0 | 0 | ||
| SENSEONICS HLDGS INC | COM | 81727U105 | 61 | 22,788 | SH | DFND | 22,788 | 0 | 0 | ||
| SHERWIN WILLIAMS CO | COM | 824348106 | 3,075 | 7,500 | SH | DFND | 7,500 | 0 | 0 | ||
| SIBANYE STILLWATER | SPONSORED ADR | 825724206 | 1,104 | 218,692 | SH | DFND | 218,692 | 0 | 0 | ||
| SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 7,935 | 57,805 | SH | DFND | 57,805 | 0 | 0 | ||
| SIGNET JEWELERS LIMITED | SHS | G81276100 | 27 | 475 | SH | DFND | 475 | 0 | 0 | ||
| SINOVAC BIOTECH LTD | SHS | P8696W104 | 2,136 | 271,072 | SH | DFND | 271,072 | 0 | 0 | ||
| SMUCKER J M CO | COM NEW | 832696405 | 1,095 | 8,813 | SH | DFND | 8,813 | 0 | 0 | ||
| SNAP ON INC | COM | 833034101 | 87 | 499 | SH | DFND | 499 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 1,882 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
| SOLARIS OILFIELD INFRSTR INC | COM CL A | 83418M103 | 1,855 | 86,624 | SH | DFND | 86,624 | 0 | 0 | ||
| SOUTHERN CO | COM | 842587107 | 1,778 | 36,978 | SH | DFND | 36,978 | 0 | 0 | ||
| SOUTHERN COPPER CORP | COM | 84265V105 | 61 | 1,290 | SH | DFND | 1,290 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 2,286 | 26,933 | SH | DFND | 26,933 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 5,864 | 157,711 | SH | DFND | 157,711 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 6,976 | 118,546 | SH | DFND | 118,546 | 0 | 0 | ||
| SPROUTS FMRS MKT INC | COM | 85208M102 | 2,585 | 106,149 | SH | DFND | 106,149 | 0 | 0 | ||
| STAR BULK CARRIERS CORP | SHS PAR | Y8162K204 | 1,686 | 149,700 | SH | DFND | 149,700 | 0 | 0 | ||
| STARS GROUP INC | COM | 85570W100 | 590 | 25,264 | SH | DFND | 25,264 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 6,429 | 5,840,000 | PRN | DFND | 5,840,000 | 0 | 0 | ||
| STEEL DYNAMICS INC | COM | 858119100 | 3,536 | 81,992 | SH | DFND | 81,992 | 0 | 0 | ||
| STERICYCLE INC | COM | 858912108 | 50 | 729 | SH | DFND | 729 | 0 | 0 | ||
| STIFEL FINL CORP | COM | 860630102 | 807 | 13,551 | SH | DFND | 13,551 | 0 | 0 | ||
| SUNCOKE ENERGY PARTNERS L P | COMUNIT REP LT | 86722Y101 | 2,260 | 129,528 | SH | DFND | 129,528 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 4,115 | 4,750,000 | PRN | DFND | 4,750,000 | 0 | 0 | ||
| SUNTRUST BKS INC | COM | 867914103 | 9,102 | 140,921 | SH | DFND | 140,921 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 2,572 | 287,666 | SH | DFND | 287,666 | 0 | 0 | ||
| SYSCO CORP | COM | 871829107 | 255 | 4,192 | SH | DFND | 4,192 | 0 | 0 | ||
| T MOBILE US INC | COM | 872590104 | 2,512 | 39,559 | SH | DFND | 39,559 | 0 | 0 | ||
| TD AMERITRADE HLDG CORP | COM | 87236Y108 | 10,374 | 202,895 | SH | DFND | 202,895 | 0 | 0 | ||
| TECK RESOURCES LTD | CL B | 878742204 | 10,048 | 383,956 | SH | DFND | 383,956 | 0 | 0 | ||
| TEMPUR SEALY INTL INC | COM | 88023U101 | 4,817 | 76,845 | SH | DFND | 76,845 | 0 | 0 | ||
| TENARIS S A | SPONSORED ADR | 88031M109 | 5,019 | 157,518 | SH | DFND | 157,518 | 0 | 0 | ||
| TERADATA CORP DEL | COM | 88076W103 | 959 | 24,947 | SH | DFND | 24,947 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 9,303 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
| TEREX CORP NEW | COM | 880779103 | 2,752 | 57,070 | SH | DFND | 57,070 | 0 | 0 | ||
| TESARO INC | COM | 881569107 | 1,673 | 20,186 | SH | DFND | 20,186 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 9,042 | 8,500,000 | PRN | DFND | 8,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 15,735 | 14,545,000 | PRN | DFND | 14,545,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 991 | 850,000 | PRN | DFND | 850,000 | 0 | 0 | ||
| THOR INDS INC | COM | 885160101 | 1,695 | 11,247 | SH | DFND | 11,247 | 0 | 0 | ||
| TIFFANY & CO NEW | COM | 886547108 | 4,974 | 47,851 | SH | DFND | 47,851 | 0 | 0 | ||
| TIME WARNER INC | COM NEW | 887317303 | 48,018 | 524,964 | SH | DFND | 524,964 | 0 | 0 | ||
| TJX COS INC NEW | COM | 872540109 | 392 | 5,133 | SH | DFND | 5,133 | 0 | 0 | ||
| TORCHMARK CORP | COM | 891027104 | 26 | 290 | SH | DFND | 290 | 0 | 0 | ||
| TRACTOR SUPPLY CO | COM | 892356106 | 631 | 8,442 | SH | DFND | 8,442 | 0 | 0 | ||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 5,340 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
| TRAVELERS COMPANIES INC | COM | 89417E109 | 37 | 272 | SH | DFND | 272 | 0 | 0 | ||
| TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 17,339 | 11,000,000 | PRN | DFND | 11,000,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 4,291 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
| TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 4,832 | 139,947 | SH | DFND | 139,947 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 19,202 | 20,620,000 | PRN | DFND | 20,620,000 | 0 | 0 | ||
| TYME TECHNOLOGIES INC | COM | 90238J103 | 152 | 23,820 | SH | DFND | 23,820 | 0 | 0 | ||
| U S SILICA HLDGS INC | COM | 90346E103 | 3,924 | 120,540 | SH | DFND | 120,540 | 0 | 0 | ||
| UNITED BANKSHARES INC WEST V | COM | 909907107 | 2,499 | 71,927 | SH | DFND | 71,927 | 0 | 0 | ||
| UNITED CONTL HLDGS INC | COM | 910047109 | 2,973 | 44,113 | SH | DFND | 44,113 | 0 | 0 | ||
| UNITED PARCEL SERVICE INC | CL B | 911312106 | 1,439 | 12,078 | SH | DFND | 12,078 | 0 | 0 | ||
| UNITED RENTALS INC | COM | 911363109 | 3,536 | 20,570 | SH | DFND | 20,570 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | 1,361 | 38,666 | SH | DFND | 38,666 | 0 | 0 | ||
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 288 | 2,254 | SH | DFND | 2,254 | 0 | 0 | ||
| UNIVAR INC | COM | 91336L107 | 1,000 | 32,300 | SH | DFND | 32,300 | 0 | 0 | ||
| UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 29 | 253 | SH | DFND | 253 | 0 | 0 | ||
| US BANCORP DEL | COM NEW | 902973304 | 107 | 2,004 | SH | DFND | 2,004 | 0 | 0 | ||
| VALE S A | ADR | 91912E105 | 8,958 | 732,514 | SH | DFND | 732,514 | 0 | 0 | ||
| VALE S A | ADR | 91912E105 | 9,154 | 748,500 | SH | Call | DFND | 748,500 | 0 | 0 | |
| VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 2,346 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | OIL SVCS ETF | 92189F718 | 2,134 | 81,935 | SH | DFND | 81,935 | 0 | 0 | ||
| VANECK VECTORS ETF TR | SEMICONDUCTOR ET | 92189F676 | 1,956 | 20,000 | SH | Put | DFND | 20,000 | 0 | 0 | |
| VECTOR GROUP LTD | FRNT 4/1 | 92240MBC1 | 4,635 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| VERISK ANALYTICS INC | COM | 92345Y106 | 201 | 2,096 | SH | DFND | 2,096 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 319 | 6,023 | SH | DFND | 6,023 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 11,995 | 12,070,000 | PRN | DFND | 12,070,000 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 26,579 | 233,113 | SH | DFND | 233,113 | 0 | 0 | ||
| VISTRA ENERGY CORP | COM | 92840M102 | 2,643 | 144,260 | SH | DFND | 144,260 | 0 | 0 | ||
| VITAL THERAPIES INC | COM | 92847R104 | 65 | 10,951 | SH | DFND | 10,951 | 0 | 0 | ||
| VORNADO RLTY TR | SH BEN INT | 929042109 | 39 | 499 | SH | DFND | 499 | 0 | 0 | ||
| WABASH NATL CORP | COM | 929566107 | 1,709 | 78,757 | SH | DFND | 78,757 | 0 | 0 | ||
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 6,357 | 87,537 | SH | DFND | 87,537 | 0 | 0 | ||
| WARRIOR MET COAL INC | COM | 93627C101 | 1,519 | 60,413 | SH | DFND | 60,413 | 0 | 0 | ||
| WASTE MGMT INC DEL | COM | 94106L109 | 266 | 3,082 | SH | DFND | 3,082 | 0 | 0 | ||
| WAYFAIR INC | CL A | 94419L101 | 3,237 | 40,319 | SH | DFND | 40,319 | 0 | 0 | ||
| WEATHERFORD INTL PLC | ORD SHS | G48833100 | 1,775 | 425,744 | SH | DFND | 425,744 | 0 | 0 | ||
| WEC ENERGY GROUP INC | COM | 92939U106 | 503 | 7,574 | SH | DFND | 7,574 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 1,048 | 17,269 | SH | DFND | 17,269 | 0 | 0 | ||
| WELLTOWER INC | COM | 95040Q104 | 68 | 1,067 | SH | DFND | 1,067 | 0 | 0 | ||
| WESTERN UN CO | COM | 959802109 | 98 | 5,145 | SH | DFND | 5,145 | 0 | 0 | ||
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 7,470 | 8,000,000 | PRN | DFND | 8,000,000 | 0 | 0 | ||
| WORLD FUEL SVCS CORP | COM | 981475106 | 10,524 | 374,001 | SH | DFND | 374,001 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 7,158 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
| XCEL ENERGY INC | COM | 98389B100 | 616 | 12,808 | SH | DFND | 12,808 | 0 | 0 | ||
| XPO LOGISTICS INC | COM | 983793100 | 560 | 6,111 | SH | DFND | 6,111 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 6,685 | 4,970,000 | PRN | DFND | 4,970,000 | 0 | 0 | ||
| YRC WORLDWIDE INC | COM PAR $.01 | 984249607 | 2,923 | 203,259 | SH | DFND | 203,259 | 0 | 0 | ||
| YUM CHINA HLDGS INC | COM | 98850P109 | 3,112 | 77,751 | SH | DFND | 77,751 | 0 | 0 | ||
| YUME INC | COM | 98872B104 | 3,488 | 729,616 | SH | DFND | 729,616 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 3,718 | 3,400,000 | PRN | DFND | 3,400,000 | 0 | 0 | ||
| ZOETIS INC | CL A | 98978V103 | 3,314 | 46,000 | SH | DFND | 46,000 | 0 | 0 | ||
